-31.0%
CELH vs AMRZ
-17.3%
-13.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.9% |
| 7D | -3.8% | -2.0% | -1.8% | -3.4% |
| 30D | +6.4% | -9.8% | +16.3% | +8.1% |
| 3M | +5.6% | -17.2% | +22.8% | +8.5% |
| 6M | -31.1% | -26.9% | -4.2% | -27.9% |
| YTD | -35.4% | -21.5% | -13.9% | -32.2% |
| 1Y | -46.9% | -22.9% | -24.0% | -46.8% |
| All | -31.0% | -17.3% | -13.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling